hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz | exchange: Bybit
Pairs
1
Initial Balance
1000.00
Final Balance
1373.36
Total PnL
373.36 (37.34%)
Total Trades (Win/Los)
112 (60/52)
Win Rate
53.57%
Max Drawdown
378.51 (23.74%)
Total Fees
63.27
Position avg (max), %
31.94 (119.45)
Profit Factor
1.26
Duration (days)
882.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 13.95% | 4.13% | 0.84% | 3.26% | 2.42% | -5.96% | 3.69% | -4.96% | 9.97% | 7.57% | 1.86% | -1.96% | 38.53% |
| 2025 | -14.63% | -3.26% | 3.25% | 8.56% | 2.59% | 1.71% | 0.37% | 9.22% | -2.15% | -0.65% | 7.67% | -9.81% | -0.04% |
| 2026 | 4.44% | -11.38% | 4.94% | 3.86% | -1.68% | 0.00% | — | — | — | — | — | — | -0.82% |
Report Statistics
Period & Scope
| Metric | Value |
|---|---|
| Report range | 2024-01-01 - 2026-06-01 |
| Days in test | 882.0 |
| Months in test | 30 |
| Months with data | 30 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 1373.36 |
| Min balance | 999.74 |
| Max balance | 1594.09 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.06 |
| Average monthly return (arithmetic), % | 1.26 |
| Best month, % | 13.95 |
| Worst month, % | -14.63 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 373.36 |
| Total PnL, % | 37.34 |
| Gross profit | 2098.95 |
| Gross loss | 1664.23 |
| Trading volume (USDT) | 177108.96 |
| Total transactions (buy/sell) | 113 |
| Total fees | 63.27 |
| Funding net | 1.91 |
| Funding accrued (received) | 25.83 |
| Funding paid | 23.92 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 112 |
| Win Trades | 60 |
| Los Trades | 52 |
| Win Rate, % | 53.57 |
| Expectancy per trade | 3.8814 |
| Max consecutive wins | 6 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.94 |
| Position max, % of margin balance | 119.45 |
| Max Drawdown | 378.51 |
| Max Drawdown, % | 23.74 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2612 |
| Recovery Factor (Total PnL / Max DD) | 0.9864 |
| Sharpe ratio (monthly) | 0.6989 |
| Sortino ratio (monthly) | 1.0477 |
| CAGR, % | 14.04 |
| Calmar ratio (CAGR / Max DD%) | 0.5913 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 434.72 | Fee: 63.27 | Vol: 177108.96
Realized PnL by Symbol
Details
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},
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}